Stochastic Subspace Realization

A tool to identify a state space model from stochastic signals

Version 1.0.0 (2.14 KB)
3.7K Downloads
(5)
2 May 2008
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Cite As

Yi Cao (2026). Stochastic Subspace Realization (https://uk.mathworks.com/matlabcentral/fileexchange/19788-stochastic-subspace-realization), MATLAB Central File Exchange. Retrieved .

Acknowledgements

Inspired by: Multivariable Subspace Identification: MOESP

Categories

Find more on Linear Model Identification in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.0.0

Download

  • Install in MATLAB

    Requires R2026b and later. Learn more